Define the coefficient of determination of regression in ANOVA.
1. In the real world a specified null hypothesis is false however the collected data lead to the null hypothesis being accepted. That is the data prime to a failure to reject the null hypothesis. This situation is known as a (n)-
1) Type I error
2) Type II error
3) Not an error
4) None of the above
2. The market model connecting the rate of return of stock XYZ (denoted RXYZ) to the rate of return of a broader index of the stock market (denoted RM) is reported as-
RXYZ = 4.46 + 0.304RM
|
Coefficient
|
Standard Error
|
|
4.460
|
3.0400
|
|
0.304
|
0.3243
|
|
Analysis of Variance
|
|
Source
|
DF
|
Sum of Squares
|
|
Regression
|
?
|
141.9
|
|
Residual
|
?
|
3718.9
|
|
Total
|
24
|
?
|
Explain what is the coefficient of determination?
1) 0.0368
2) 0.0381
3) 0.8776
4) 0.9618